V-Lab: Crew Energy Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Crew Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, April 19th, 2024:40.95% (+0.06%)

Analysis last updated: Friday, April 19, 2024 at 02:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7637	7.68
$α$	0.0630	6.43
$β$	0.9242	85.60
$γ_{1}$	-0.0014	-2.38

Estimation Period:
Sep 8, 2003 to Apr 12, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts